Long memory in US disaggregated petroleum consumption: Evidence from univariate and multivariate LM tests for fractional integration
Author:
Publisher
Elsevier BV
Subject
Management, Monitoring, Policy and Law,General Energy
Reference59 articles.
1. Energy-GDP relationship revisited: an example from GCC countries using panel causality;Al-Iriani;Energy Policy,2006
2. Structural break, unit root and the causality between energy consumption and GDP in Turkey;Altinay;Energy Economics,2004
3. Modelling and forecasting realized volatility;Andersen;Econometrica,2003
4. Fractional integration in the equity markets of the MENA region;Assaf;Applied Financial Economics,2007
5. Long memory processes and fractional integration in econometrics;Baillie;Journal of Econometrics,1996
Cited by 74 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Quantile integration order of decarbonized energy series using a Fourier function in the deterministic trend;Energy and Climate Change;2023-12
2. Is biomass energy really sustainable in the United States?;Renewable and Sustainable Energy Reviews;2023-07
3. Modelling the unit root properties of electricity data—A general note on time-domain applications;Physica A: Statistical Mechanics and its Applications;2023-05
4. Study on Spatiotemporal Features and Factors Influencing the Urban Green Total Factor Productivity in the Yellow River Basin under the Constraint of Pollution Reduction and Carbon Reduction;Processes;2023-03-01
5. Boom-bust cycles in oil consumption: The role of explosive bubbles and asymmetric adjustments;Energy Economics;2022-07
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3